Person:1070989: Difference between revisions

From MaRDI portal
Person:1070989
Created automatically from import231006081045
 
m AuthorDisambiguator moved page José Luis Menaldi to José Luis Menaldi: Duplicate
 
(No difference)

Latest revision as of 18:07, 9 December 2023

Available identifiers

zbMath Open menaldi.jose-luisMaRDI QIDQ1070989

List of research outcomes

PublicationDate of PublicationType
Ergodic switching control for diffusion-type processes2023-04-26Paper
Optimal Stopping Problems for a Family of Continuous-Time Markov Processes2021-09-30Paper
On ergodic control of switching processes2021-08-06Paper
On Some Quasi-Variational Inequalities and Other Problems with Moving Sets2021-06-09Paper
Ergodic impulse control with constraint: locally compact case2021-05-20Paper
Discrete-time control with non-constant discount factor2020-12-15Paper
Discrete-time hybrid control in Borel spaces2020-04-14Paper
On optimal stopping and impulse control with constraint2019-11-20Paper
Relaxation and linear programs in a hybrid control model2019-10-16Paper
On Some Ergodic Impulse Control Problems with Constraint2018-07-27Paper
Discrete-time hybrid control in Borel spaces: average cost optimality criterion2018-04-25Paper
On Some Impulse Control Problems with Constraint2017-10-24Paper
On Some Optimal Stopping Problems with Constraint2016-10-05Paper
Stochastic 2-D Navier-Stokes Equation with Artificial Compressibility2016-01-04Paper
Almost sure asymptotic stabilization of differential equations with time-varying delay by Lévy noise2015-09-02Paper
Singular ergodic control for multidimensional Gaussian–Poisson processes2014-04-17Paper
On the Impulse Control of Jump Diffusions2013-09-26Paper
On the LQG theory with bounded control2010-10-29Paper
https://portal.mardi4nfdi.de/entity/Q35195812008-08-19Paper
Local solutions of the Hamilton-Jacobi-Bellman equation for some stochastic problems2008-05-20Paper
Local solutions to the Hamilton-Jacobi-Bellman equation in stochastic problems of optimal control2008-03-13Paper
https://portal.mardi4nfdi.de/entity/Q54417072008-02-15Paper
Local solutions to the Hamilton-Jacobi-Bellman equation in stochastic problems of optimal control2007-10-02Paper
Some Results of Backward Itô Formula2007-06-27Paper
Green and Poisson functions with Wentzell boundary conditions2007-06-06Paper
Remarks on risk-sensitive control problems2006-03-02Paper
https://portal.mardi4nfdi.de/entity/Q53137232005-09-01Paper
https://portal.mardi4nfdi.de/entity/Q46732142005-04-29Paper
https://portal.mardi4nfdi.de/entity/Q31592102005-02-15Paper
https://portal.mardi4nfdi.de/entity/Q48211652004-10-11Paper
https://portal.mardi4nfdi.de/entity/Q48013652004-03-18Paper
Stochastic 2-D Navier-Stokes equation2003-03-13Paper
Impulse control of stochastic Navier-Stokes equations2003-03-11Paper
https://portal.mardi4nfdi.de/entity/Q45430192003-02-02Paper
Stochastic PDE for nonlinear vibration of elastic panels2003-01-26Paper
https://portal.mardi4nfdi.de/entity/Q45449292002-08-06Paper
Stochastic hybrid control2001-02-28Paper
Regularity of the free boundary in singular stochastic control2000-02-16Paper
Invariant measure for diffusions with jumps1999-12-05Paper
https://portal.mardi4nfdi.de/entity/Q43894821999-11-08Paper
https://portal.mardi4nfdi.de/entity/Q42272181999-09-29Paper
On the control of queueing systems with failures and repairs1999-08-30Paper
Optimal starting—stopping problems for markov–feller processes1998-07-06Paper
Infinite-dimensional Hamilton-Jacobi-Bellman equations in gauss-sobolev spaces1998-06-22Paper
https://portal.mardi4nfdi.de/entity/Q43819021998-05-27Paper
Ergodic control of reflected diffusions with jumps1997-12-01Paper
On an Investment-Consumption Model with Transaction Costs1996-06-11Paper
Multi-asset portfolio selection problem with transaction costs1995-09-04Paper
https://portal.mardi4nfdi.de/entity/Q43277291995-07-23Paper
Maximum principles for integro-differential parabolic operators1995-02-23Paper
https://portal.mardi4nfdi.de/entity/Q43155011994-12-11Paper
Optimal control and differential games with measures1994-11-17Paper
https://portal.mardi4nfdi.de/entity/Q42847251994-08-29Paper
Generalized Lamé-Clapeyron solution for a one-phase source Stefan problem1994-07-26Paper
https://portal.mardi4nfdi.de/entity/Q42864911994-04-06Paper
https://portal.mardi4nfdi.de/entity/Q42794091994-03-07Paper
https://portal.mardi4nfdi.de/entity/Q42729821993-12-06Paper
https://portal.mardi4nfdi.de/entity/Q40161771992-12-15Paper
Singular ergodic control for multidimensional Gaussian processes1992-06-28Paper
Monotone Control of a Damped Oscillator Under Random Perturbations1992-06-25Paper
https://portal.mardi4nfdi.de/entity/Q39773171992-06-25Paper
Variational approach of serial multilevel production/inventory systems1990-01-01Paper
Ergodic problem for optimal stochastic switching1990-01-01Paper
On the Optimal Reward Function of the Continuous Time Multiarmed Bandit Problem1990-01-01Paper
Exponential estimates in exit probability for some diffusion processes in hilbert spaces1990-01-01Paper
https://portal.mardi4nfdi.de/entity/Q47324081989-01-01Paper
Some Estimates for Finite Difference Approximations1989-01-01Paper
Green's function and invariant density for an integro-differential operator of second order1989-01-01Paper
Optimal correction problem of a multidimensional stochastic system1989-01-01Paper
https://portal.mardi4nfdi.de/entity/Q38303081989-01-01Paper
Asymptotic behavior of the first order obstacle problem1988-01-01Paper
https://portal.mardi4nfdi.de/entity/Q31986461988-01-01Paper
https://portal.mardi4nfdi.de/entity/Q32111121988-01-01Paper
On the Numerical Approximation of an Optimal Correction Problem1988-01-01Paper
On the asymptotic behaviour of solutions of integro-differential inequalities1987-01-01Paper
Optimal impulse control problems for degenerate diffusions with jumps1987-01-01Paper
https://portal.mardi4nfdi.de/entity/Q37685701987-01-01Paper
https://portal.mardi4nfdi.de/entity/Q37828931987-01-01Paper
https://portal.mardi4nfdi.de/entity/Q37363181986-01-01Paper
https://portal.mardi4nfdi.de/entity/Q37549351986-01-01Paper
https://portal.mardi4nfdi.de/entity/Q51870561985-01-01Paper
On optimal correction problems with partial information1985-01-01Paper
Reflected diffusion processes with jumps1985-01-01Paper
https://portal.mardi4nfdi.de/entity/Q32221011985-01-01Paper
https://portal.mardi4nfdi.de/entity/Q36807331985-01-01Paper
Additive Control of Stochastic Linear Systems with Finite Horizon1985-01-01Paper
On singular stochastic control problems for diffusion with jumps1984-01-01Paper
https://portal.mardi4nfdi.de/entity/Q33423261984-01-01Paper
https://portal.mardi4nfdi.de/entity/Q33424181984-01-01Paper
Optimal Stochastic Scheduling of Power Generation Systems with Scheduling Delays and Large Cost Differentials1984-01-01Paper
An Ergodic Control Problem for Reflected Diffusion with Jump1984-01-01Paper
On a system of first-order quasi-variational inequalities connected with the optimal switching problem1983-01-01Paper
On a class of singular stochastic control problems1983-01-01Paper
Method of regularization for second-order stochastic1983-01-01Paper
https://portal.mardi4nfdi.de/entity/Q33114191983-01-01Paper
https://portal.mardi4nfdi.de/entity/Q36614451983-01-01Paper
https://portal.mardi4nfdi.de/entity/Q39546011983-01-01Paper
https://portal.mardi4nfdi.de/entity/Q47426731982-01-01Paper
On a degenerate variational inequality with Neumann boundary conditions1982-01-01Paper
Le problème de temps d'arret optimal déterministe et l'inéquation variationnelle du premier ordre associee1982-01-01Paper
Le problème de contrôle impulsionnel optimal déterministe et l'inéquation quasi-variationnelle du premier ordre associee1982-01-01Paper
https://portal.mardi4nfdi.de/entity/Q33372091982-01-01Paper
Optimal Control of Stochastic Integrals and Hamilton–Jacobi–Bellman Equations. I1982-01-01Paper
Optimal Control of Stochastic Integrals and Hamilton–Jacobi–Bellman Equations. II1982-01-01Paper
https://portal.mardi4nfdi.de/entity/Q39451281982-01-01Paper
https://portal.mardi4nfdi.de/entity/Q39660321982-01-01Paper
A singular perturbation result for variational and quasi-variational inequalities1981-01-01Paper
The Separation Principle for Impulse Control Problems1981-01-01Paper
https://portal.mardi4nfdi.de/entity/Q39219351981-01-01Paper
Existence and uniqueness for degenerate second order variational inequalities1981-01-01Paper
https://portal.mardi4nfdi.de/entity/Q38937901980-01-01Paper
On the Optimal Stopping Time Problem for Degenerate Diffusions1980-01-01Paper
On the Optimal Impulse Control Problem for Degenerate Diffusions1980-01-01Paper
https://portal.mardi4nfdi.de/entity/Q38605701979-01-01Paper
Le principe de separation pour le probleme de temps d'arret optimal1979-01-01Paper
https://portal.mardi4nfdi.de/entity/Q39020921978-01-01Paper
https://portal.mardi4nfdi.de/entity/Q41688511978-01-01Paper
https://portal.mardi4nfdi.de/entity/Q41313781977-01-01Paper
https://portal.mardi4nfdi.de/entity/Q41376881977-01-01Paper
https://portal.mardi4nfdi.de/entity/Q41392431977-01-01Paper
https://portal.mardi4nfdi.de/entity/Q41436281977-01-01Paper
https://portal.mardi4nfdi.de/entity/Q41144171976-01-01Paper
https://portal.mardi4nfdi.de/entity/Q41195271976-01-01Paper
https://portal.mardi4nfdi.de/entity/Q41291891976-01-01Paper
https://portal.mardi4nfdi.de/entity/Q40707261975-01-01Paper
https://portal.mardi4nfdi.de/entity/Q40968531975-01-01Paper

Research outcomes over time


Doctoral students

No records found.


Known relations from the MaRDI Knowledge Graph

PropertyValue
MaRDI profile typeMaRDI person profile
instance ofhuman


This page was built for person: José Luis Menaldi